The first thing that really got me excited was the VS.NET tips and tricks session. I blogged a little on this, but here is some more stuff.
In 2003, when you create an object new, intellisense brings up the type of the variable as the default option.
Eg. if you are typing
System.Text.Encoder e = new
Intellisense automatically will bring up System.Text.Encoder as the default option. This is gonna save quite a few keystrokes. More if you do not use using.
Another stuff that I never knew about is that you could execute commands(stuff that you use the commands window for) from the find in files combo, by prefixing the command with a ">". This works with VS.NET 2002 too...